Uses of Interface
dev.nm.stat.stochasticprocess.univariate.sde.coefficients.Diffusion

Packages that use Diffusion

Package	Description
dev.nm.stat.stochasticprocess.univariate.sde

Uses of Diffusion in dev.nm.stat.stochasticprocess.univariate.sde

Methods in dev.nm.stat.stochasticprocess.univariate.sde that return Diffusion

Modifier and Type	Method and Description
Diffusion	SDE.diffusion() Get the diffusion coefficient: \(\sigma(t, X_t, Z_t, ...)\).

Constructors in dev.nm.stat.stochasticprocess.univariate.sde with parameters of type Diffusion

Constructor and Description
SDE(Drift drift, Diffusion diffusion) Construct a univariate diffusion type stochastic differential equation.